On Construction and Simulation of Autoregressive Sources With Near-Laplace Marginals

DOI10.1109/TSP.2010.2062510MaRDI QIDQ4570617zbMATH OpenWikidataFDO

Authors M. Pawlak, Pradeepa Yahampath

Publication date 9 July 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TSP.2010.2062510

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cited in

(1)

• Ordered random variables

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